CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6718 |
0.6705 |
-0.0013 |
-0.2% |
0.6626 |
| High |
0.6731 |
0.6723 |
-0.0008 |
-0.1% |
0.6731 |
| Low |
0.6678 |
0.6672 |
-0.0007 |
-0.1% |
0.6604 |
| Close |
0.6703 |
0.6721 |
0.0018 |
0.3% |
0.6721 |
| Range |
0.0053 |
0.0052 |
-0.0002 |
-2.8% |
0.0128 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0000 |
| Volume |
362 |
518 |
156 |
43.1% |
2,804 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6860 |
0.6842 |
0.6749 |
|
| R3 |
0.6808 |
0.6790 |
0.6735 |
|
| R2 |
0.6757 |
0.6757 |
0.6730 |
|
| R1 |
0.6739 |
0.6739 |
0.6725 |
0.6748 |
| PP |
0.6705 |
0.6705 |
0.6705 |
0.6710 |
| S1 |
0.6687 |
0.6687 |
0.6716 |
0.6696 |
| S2 |
0.6654 |
0.6654 |
0.6711 |
|
| S3 |
0.6602 |
0.6636 |
0.6706 |
|
| S4 |
0.6551 |
0.6584 |
0.6692 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7068 |
0.7022 |
0.6791 |
|
| R3 |
0.6940 |
0.6894 |
0.6756 |
|
| R2 |
0.6813 |
0.6813 |
0.6744 |
|
| R1 |
0.6767 |
0.6767 |
0.6732 |
0.6790 |
| PP |
0.6685 |
0.6685 |
0.6685 |
0.6697 |
| S1 |
0.6639 |
0.6639 |
0.6709 |
0.6662 |
| S2 |
0.6558 |
0.6558 |
0.6697 |
|
| S3 |
0.6430 |
0.6512 |
0.6685 |
|
| S4 |
0.6303 |
0.6384 |
0.6650 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6731 |
0.6604 |
0.0128 |
1.9% |
0.0053 |
0.8% |
92% |
False |
False |
560 |
| 10 |
0.6731 |
0.6585 |
0.0147 |
2.2% |
0.0046 |
0.7% |
93% |
False |
False |
379 |
| 20 |
0.6731 |
0.6449 |
0.0282 |
4.2% |
0.0051 |
0.8% |
96% |
False |
False |
254 |
| 40 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0051 |
0.8% |
97% |
False |
False |
173 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0045 |
0.7% |
97% |
False |
False |
132 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0039 |
0.6% |
97% |
False |
False |
101 |
| 100 |
0.6881 |
0.6390 |
0.0491 |
7.3% |
0.0035 |
0.5% |
67% |
False |
False |
81 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.3% |
0.0032 |
0.5% |
67% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6942 |
|
2.618 |
0.6858 |
|
1.618 |
0.6806 |
|
1.000 |
0.6775 |
|
0.618 |
0.6755 |
|
HIGH |
0.6723 |
|
0.618 |
0.6703 |
|
0.500 |
0.6697 |
|
0.382 |
0.6691 |
|
LOW |
0.6672 |
|
0.618 |
0.6640 |
|
1.000 |
0.6620 |
|
1.618 |
0.6588 |
|
2.618 |
0.6537 |
|
4.250 |
0.6453 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6713 |
0.6710 |
| PP |
0.6705 |
0.6700 |
| S1 |
0.6697 |
0.6689 |
|